Related papers: Extremes and extremal indices for level set observ…

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for…

We investigate inverse boundary problems associated with a time-dependent semilinear hyperbolic equation, where both nonlinearity and sources (including initial displacement and initial velocity) are unknown. We establish in several generic…

Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…

Quantum dynamics of a particle in the vicinity of a hyperbolic point is considered. Expectation values of dynamical variables are calculated, and the singular behavior is analyzed. Exponentially fast extension of quantum dynamics is…

We construct examples of minimal and uniquely ergodic systems realizing all possible behaviors in the interplay of measurable and topological nilfactors. To build such examples, we adapt an idea that stems from Furstenberg's construction of…

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

The maximum entropy principle is largely used in thresholding and segmentation of images. Among the several formulations of this principle, the most effectively applied is that based on Tsallis non-extensive entropy. Here, we discuss the…

This paper deals with the analysis of the asymptotic limit toward the derivation of macroscopic equations for a class of equations modeling complex multicellular systems by methods of the kinetic theory. After having chosen an appropriate…

Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…

The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…

In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…

We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes. More specifically, we focus on the asymptotic dependence of multivariate extremes characterized by the angular or spectral measure…

Drawing upon the bursting mechanism in slow-fast systems, we propose indicators for the prediction of such rare extreme events which do not require a priori known slow and fast coordinates. The indicators are associated with functionals…

In this paper we investigate the level sets of extremal Sobolev functions for subcritical exponents p. We conjecture that as p increases the corresponding extremal functions become more peaked, which we can measure by comparing their…

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

We obtain a characterization of two classes of dynamics with nonuniformly hyperbolic behavior in terms of an admissibility property. Namely, we consider exponential dichotomies with respect to a sequence of norms and nonuniformly hyperbolic…

We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In…

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…